PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PFLD vs. RNP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFLD and RNP is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PFLD vs. RNP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
0.84%
10.16%
PFLD
RNP

Key characteristics

Sharpe Ratio

PFLD:

1.05

RNP:

0.86

Sortino Ratio

PFLD:

1.51

RNP:

1.26

Omega Ratio

PFLD:

1.19

RNP:

1.16

Calmar Ratio

PFLD:

0.93

RNP:

0.79

Martin Ratio

PFLD:

6.61

RNP:

3.95

Ulcer Index

PFLD:

0.81%

RNP:

3.85%

Daily Std Dev

PFLD:

5.08%

RNP:

17.68%

Max Drawdown

PFLD:

-33.20%

RNP:

-87.10%

Current Drawdown

PFLD:

-2.12%

RNP:

-11.48%

Returns By Period

In the year-to-date period, PFLD achieves a 5.33% return, which is significantly lower than RNP's 12.89% return.


PFLD

YTD

5.33%

1M

-1.10%

6M

0.93%

1Y

4.75%

5Y*

1.85%

10Y*

N/A

RNP

YTD

12.89%

1M

-7.59%

6M

9.33%

1Y

15.41%

5Y*

6.11%

10Y*

9.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PFLD vs. RNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for PFLD, currently valued at 1.05, compared to the broader market0.002.004.001.050.86
The chart of Sortino ratio for PFLD, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.511.26
The chart of Omega ratio for PFLD, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.16
The chart of Calmar ratio for PFLD, currently valued at 0.93, compared to the broader market0.005.0010.0015.000.930.79
The chart of Martin ratio for PFLD, currently valued at 6.61, compared to the broader market0.0020.0040.0060.0080.00100.006.613.95
PFLD
RNP

The current PFLD Sharpe Ratio is 1.05, which is comparable to the RNP Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PFLD and RNP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.05
0.86
PFLD
RNP

Dividends

PFLD vs. RNP - Dividend Comparison

PFLD's dividend yield for the trailing twelve months is around 7.61%, less than RNP's 7.74% yield.


TTM20232022202120202019201820172016201520142013
PFLD
AAM Low Duration Preferred and Income Securities ETF 144A
7.61%7.09%5.76%4.53%4.79%0.82%0.00%0.00%0.00%0.00%0.00%0.00%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.74%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%7.64%

Drawdowns

PFLD vs. RNP - Drawdown Comparison

The maximum PFLD drawdown since its inception was -33.20%, smaller than the maximum RNP drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for PFLD and RNP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.12%
-11.48%
PFLD
RNP

Volatility

PFLD vs. RNP - Volatility Comparison

The current volatility for AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) is 1.12%, while Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a volatility of 5.26%. This indicates that PFLD experiences smaller price fluctuations and is considered to be less risky than RNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
1.12%
5.26%
PFLD
RNP
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab